+93.3%
SNOW vs RDW
+241.5%
-148.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -1.0% | -21.3% | +20.3% | +2.0% |
| 3M | +36.9% | -37.9% | +74.7% | +44.0% |
| 6M | +83.4% | +12.3% | +71.1% | +73.8% |
| YTD | +50.0% | +39.7% | +10.2% | +35.3% |
| 1Y | +46.5% | +25.7% | +20.8% | +31.4% |
| 3Y | +93.3% | +230.8% | -137.5% | +49.4% |
| All | +93.3% | +241.5% | -148.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling